Merge pull request #327 from gcarq/fix_profit_experimental
Fix profit experimental
This commit is contained in:
Gérald LONLAS
GitHub
commit
7f7d53adb7
@ -247,12 +247,6 @@ def handle_trade(trade: Trade) -> bool:
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logger.debug('Handling %s ...', trade)
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current_rate = exchange.get_ticker(trade.pair)['bid']
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# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
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if _CONF.get('experimental', {}).get('sell_profit_only'):
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logger.debug('Checking if trade is profitable ...')
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if trade.calc_profit(rate=current_rate) <= 0:
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return False
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# Check if minimal roi has been reached
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if min_roi_reached(trade, current_rate, datetime.utcnow()):
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logger.debug('Executing sell due to ROI ...')
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@ -261,6 +255,11 @@ def handle_trade(trade: Trade) -> bool:
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# Experimental: Check if sell signal has been enabled and triggered
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if _CONF.get('experimental', {}).get('use_sell_signal'):
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# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
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if _CONF.get('experimental', {}).get('sell_profit_only'):
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logger.debug('Checking if trade is profitable ...')
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if trade.calc_profit(rate=current_rate) <= 0:
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return False
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logger.debug('Checking sell_signal ...')
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if get_signal(trade.pair, SignalType.SELL):
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logger.debug('Executing sell due to sell signal ...')
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@ -331,7 +331,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order
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cancel_order=cancel_order_mock)
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init(default_conf, create_engine('sqlite://'))
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tradeBuy = Trade(
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trade_buy = Trade(
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pair='BTC_ETH',
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open_rate=0.00001099,
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exchange='BITTREX',
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@ -343,12 +343,12 @@ def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order
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is_open=True
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)
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Trade.session.add(tradeBuy)
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Trade.session.add(trade_buy)
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# check it does cancel buy orders over the time limit
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check_handle_timedout(600)
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assert cancel_order_mock.call_count == 1
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trades = Trade.query.filter(Trade.open_order_id.is_(tradeBuy.open_order_id)).all()
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trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
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assert len(trades) == 0
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@ -363,7 +363,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_ord
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cancel_order=cancel_order_mock)
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init(default_conf, create_engine('sqlite://'))
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tradeSell = Trade(
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trade_sell = Trade(
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pair='BTC_ETH',
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open_rate=0.00001099,
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exchange='BITTREX',
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@ -376,12 +376,12 @@ def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_ord
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is_open=False
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)
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Trade.session.add(tradeSell)
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Trade.session.add(trade_sell)
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# check it does cancel sell orders over the time limit
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check_handle_timedout(600)
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assert cancel_order_mock.call_count == 1
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assert tradeSell.is_open is True
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assert trade_sell.is_open is True
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def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
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@ -396,7 +396,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
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cancel_order=cancel_order_mock)
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init(default_conf, create_engine('sqlite://'))
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tradeBuy = Trade(
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trade_buy = Trade(
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pair='BTC_ETH',
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open_rate=0.00001099,
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exchange='BITTREX',
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@ -408,16 +408,16 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
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is_open=True
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)
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Trade.session.add(tradeBuy)
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Trade.session.add(trade_buy)
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# check it does cancel buy orders over the time limit
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# note this is for a partially-complete buy order
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check_handle_timedout(600)
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assert cancel_order_mock.call_count == 1
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trades = Trade.query.filter(Trade.open_order_id.is_(tradeBuy.open_order_id)).all()
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trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
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assert len(trades) == 1
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assert trades[0].amount == 23.0
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assert trades[0].stake_amount == tradeBuy.open_rate * trades[0].amount
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assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount
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def test_balance_fully_ask_side(mocker):
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@ -537,10 +537,13 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker)
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def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
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default_conf['experimental'] = {}
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default_conf['experimental']['sell_profit_only'] = True
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default_conf['experimental'] = {
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'use_sell_signal': True,
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'sell_profit_only': True,
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}
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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@ -561,10 +564,13 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
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def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
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default_conf['experimental'] = {}
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default_conf['experimental']['sell_profit_only'] = False
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default_conf['experimental'] = {
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'use_sell_signal': True,
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'sell_profit_only': False,
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}
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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@ -585,10 +591,13 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
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def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
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default_conf['experimental'] = {}
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default_conf['experimental']['sell_profit_only'] = True
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default_conf['experimental'] = {
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'use_sell_signal': True,
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'sell_profit_only': True,
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}
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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@ -609,10 +618,13 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
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def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
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default_conf['experimental'] = {}
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default_conf['experimental']['sell_profit_only'] = False
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default_conf['experimental'] = {
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'use_sell_signal': True,
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'sell_profit_only': False,
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}
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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